+52.4%
GEV vs QS
-71.4%
+123.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.5% | -16.8% | -11.3% |
| 7D | -5.1% | +4.5% | -9.6% | -6.5% |
| 30D | -15.8% | -4.1% | -11.7% | -15.1% |
| 3M | -18.2% | -22.1% | +4.0% | -12.5% |
| 6M | -22.4% | -38.4% | +16.0% | -12.5% |
| YTD | +27.7% | -57.5% | +85.2% | +55.3% |
| 1Y | +52.4% | -71.3% | +123.7% | +109.8% |
| All | +52.4% | -71.4% | +123.8% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling